+2,460.3%
SHEL vs B
+803.7%
+1,656.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +6.8% | +9.4% | -2.6% | +5.2% |
| 3M | +8.1% | +5.0% | +3.1% | +6.7% |
| 6M | +14.4% | -3.5% | +18.0% | +13.8% |
| YTD | +30.0% | +4.5% | +25.5% | +27.4% |
| 1Y | +33.3% | +67.8% | -34.5% | +21.0% |
| 3Y | +66.4% | +196.7% | -130.3% | +36.9% |
| 5Y | +178.6% | +151.9% | +26.6% | +131.7% |
| 10Y | +198.4% | +202.2% | -3.7% | +132.6% |
| All | +2,460.3% | +803.7% | +1,656.5% | +1,856.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling